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FIXtags

FIX TAG 42049

UnderlyingCashSettlQuoteAmount

AmtAdded FIX.5.0SP2 · EP187

Definition

When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount.

Additional detail from the official source

ISDA 2003 Term: Quotation Amount.

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

No enumerated values are defined for this field in this source.

About the Amt data type

float field typically representing a Price times a Qty

Used in messages 77

Includes nested components and repeating groups. Open a location to see its surrounding requirements.